Melissa Coates digs into DirectQuery mode on Tabular models:
When developing an SSAS Tabular model, you can choose one of two options for handling the underlying data:
In-Memory Mode (aka Imported Mode). Stores the data in the in-memory model, so all queries are satisfied by the data imported into the Tabular model’s storage engine. This requires the model to be processed for updated data to become available for reporting. This mode is conceptually analogous to MOLAP in SSAS multidimensional models (though the SSAS architecture differs significantly).
DirectQuery Mode. Leaves the data in the source and sends the queries to the underlying database. In this case there’s no processing and SSAS serves as a semantic model to improve the user experience. This mode is conceptually analogous to ROLAP in SSAS multidimensional models (though there are architectural / implementation differences between DirectQuery and ROLAP).
It looks like DirectQuery mode doesn’t fit all circumstances, but there are a few cases in which it makes a lot of sense.